Day Change Summary |
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Previous |
Current |
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27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
Open |
1,408.59 |
1,411.42 |
2.83 |
0.2% |
1,367.05 |
High |
1,428.81 |
1,423.81 |
-5.00 |
-0.3% |
1,423.13 |
Low |
1,398.42 |
1,389.76 |
-8.66 |
-0.6% |
1,353.53 |
Close |
1,401.88 |
1,420.31 |
18.43 |
1.3% |
1,363.17 |
Range |
30.39 |
34.05 |
3.66 |
12.0% |
69.60 |
ATR |
35.66 |
35.55 |
-0.12 |
-0.3% |
0.00 |
Volume |
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Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.44 |
1,500.93 |
1,439.04 |
|
R3 |
1,479.39 |
1,466.88 |
1,429.67 |
|
R2 |
1,445.34 |
1,445.34 |
1,426.55 |
|
R1 |
1,432.83 |
1,432.83 |
1,423.43 |
1,439.09 |
PP |
1,411.29 |
1,411.29 |
1,411.29 |
1,414.42 |
S1 |
1,398.78 |
1,398.78 |
1,417.19 |
1,405.04 |
S2 |
1,377.24 |
1,377.24 |
1,414.07 |
|
S3 |
1,343.19 |
1,364.73 |
1,410.95 |
|
S4 |
1,309.14 |
1,330.68 |
1,401.58 |
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Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.74 |
1,545.56 |
1,401.45 |
|
R3 |
1,519.14 |
1,475.96 |
1,382.31 |
|
R2 |
1,449.54 |
1,449.54 |
1,375.93 |
|
R1 |
1,406.36 |
1,406.36 |
1,369.55 |
1,393.15 |
PP |
1,379.94 |
1,379.94 |
1,379.94 |
1,373.34 |
S1 |
1,336.76 |
1,336.76 |
1,356.79 |
1,323.55 |
S2 |
1,310.34 |
1,310.34 |
1,350.41 |
|
S3 |
1,240.74 |
1,267.16 |
1,344.03 |
|
S4 |
1,171.14 |
1,197.56 |
1,324.89 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,428.81 |
1,350.95 |
77.86 |
5.5% |
38.34 |
2.7% |
89% |
False |
False |
|
10 |
1,428.81 |
1,344.77 |
84.04 |
5.9% |
33.97 |
2.4% |
90% |
False |
False |
|
20 |
1,435.80 |
1,339.82 |
95.98 |
6.8% |
33.29 |
2.3% |
84% |
False |
False |
|
40 |
1,435.80 |
1,211.60 |
224.20 |
15.8% |
31.07 |
2.2% |
93% |
False |
False |
|
60 |
1,435.80 |
1,040.41 |
395.39 |
27.8% |
32.95 |
2.3% |
96% |
False |
False |
|
80 |
1,435.80 |
1,040.41 |
395.39 |
27.8% |
33.80 |
2.4% |
96% |
False |
False |
|
100 |
1,435.80 |
1,040.41 |
395.39 |
27.8% |
34.06 |
2.4% |
96% |
False |
False |
|
120 |
1,435.80 |
1,040.41 |
395.39 |
27.8% |
34.97 |
2.5% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,568.52 |
2.618 |
1,512.95 |
1.618 |
1,478.90 |
1.000 |
1,457.86 |
0.618 |
1,444.85 |
HIGH |
1,423.81 |
0.618 |
1,410.80 |
0.500 |
1,406.79 |
0.382 |
1,402.77 |
LOW |
1,389.76 |
0.618 |
1,368.72 |
1.000 |
1,355.71 |
1.618 |
1,334.67 |
2.618 |
1,300.62 |
4.250 |
1,245.05 |
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